Well, my theory didn't work. Up until around 2pm I was at home and wifi was connected, no mobile data connection, working well at that point.
Went out, wifi cut out, mobile data did not cut in until I manually "told" it to.
Came home, wifi didn't come on, mobile data stayed on, went into wifi settings and it showed that there was an error/problem connecting, tap here to try again, I did and it connected. Mobile data did not turn off.
I've had the setting for the battery set to performance mode as suggested but it's made no difference.
I am now totally disappointed with the Defy and am going to take it back to the shop tomorrow, though I doubt I will get anywhere as they have a no returns policy, once you walk out of the store, you are committed for the two year contract.
I can't even switch the phone on now as it's using the mobile data all the time and not only will that use up my data allowance, it drains battery alot faster.
If it wasn't for this and the problems I am having using the internal email client, I would be happy with the phone. I even tried an automatic network switcher and also tried juice defender and neither managed to solve the problem.
Rant over I think, sorry to moan, am just so very disappointed.